Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 650.352627 666.121010 681.633694 698.039024 714.891180 731.693095 749.707393
2026-02-08 629.283918 652.446973 675.544428 700.303698 726.091553 752.158030 780.497643
2026-02-15 614.065361 642.316721 670.765592 701.562942 733.964977 767.047678 803.384943
2026-02-22 602.107913 634.439101 667.262319 703.087240 741.097104 780.232340 823.586992
2026-03-01 591.519068 627.270008 663.823337 704.005737 746.953588 791.499217 841.219723
2026-03-08 581.398029 620.067872 659.857621 703.879258 751.242634 800.694131 856.265570
2026-03-15 573.778908 615.156948 657.982451 705.643059 757.234761 811.430634 872.715817
2026-03-22 565.646964 609.377394 654.881999 705.801124 761.231563 819.790116 886.394284
2026-03-29 559.762460 605.787558 653.923416 708.064533 767.316720 830.248075 902.220240
2026-04-05 554.955844 603.174860 653.847793 711.120755 774.117376 841.365975 918.678400
2026-04-12 549.558115 599.739762 652.714837 712.866281 779.345822 850.654572 933.042236
2026-04-19 545.914108 598.092451 653.415885 716.512862 786.569323 862.064062 949.706476
2026-04-26 541.502064 595.498091 652.990216 718.842232 792.283848 871.782859 964.503231
2026-05-03 537.398615 593.131616 652.714055 721.242742 797.998389 881.445884 979.208969
2026-05-10 532.751200 590.046470 651.537213 722.541300 802.397902 889.579125 992.157970
2026-05-17 528.526732 587.334046 650.684735 724.117303 807.035391 897.925184 1005.316109
2026-05-24 524.069143 584.265677 649.347847 725.066847 810.896871 905.346495 1017.396376
2026-05-31 519.061769 580.485855 647.126833 724.936091 813.463937 911.250042 1027.712909
2026-06-07 515.571110 578.346217 646.686354 726.759544 818.197065 919.572649 1040.777184
2026-06-14 511.112016 575.030936 644.845661 726.922956 820.979946 925.633532 1051.223924
2026-06-21 508.258260 573.482691 644.955494 729.262943 826.213340 934.469495 1064.863728
2026-06-28 506.062001 572.633382 645.815494 732.422618 832.359830 944.341083 1079.713457
2026-07-05 503.079303 570.828069 645.534847 734.227255 836.911347 952.360248 1092.417715